Tidal Trust I Etf Market Value
| DIVE Etf | 25.05 0.14 0.56% |
| Symbol | Tidal |
Tidal Trust 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Tidal Trust's etf what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Tidal Trust.
| 09/05/2025 |
| 12/04/2025 |
If you would invest 0.00 in Tidal Trust on September 5, 2025 and sell it all today you would earn a total of 0.00 from holding Tidal Trust I or generate 0.0% return on investment in Tidal Trust over 90 days.
Tidal Trust Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Tidal Trust's etf current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Tidal Trust I upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9676 | |||
| Information Ratio | (0.1) | |||
| Maximum Drawdown | 4.47 | |||
| Value At Risk | (1.24) | |||
| Potential Upside | 1.33 |
Tidal Trust Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tidal Trust's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tidal Trust's standard deviation. In reality, there are many statistical measures that can use Tidal Trust historical prices to predict the future Tidal Trust's volatility.| Risk Adjusted Performance | 0.005 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.1) | |||
| Sortino Ratio | (0.09) | |||
| Treynor Ratio | (0.03) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Tidal Trust's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Tidal Trust I Backtested Returns
At this point, Tidal Trust is very steady. Tidal Trust I owns Efficiency Ratio (i.e., Sharpe Ratio) of close to zero, which indicates the etf had a close to zero % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Tidal Trust I, which you can use to evaluate the volatility of the etf. Please validate Tidal Trust's Semi Deviation of 0.8877, risk adjusted performance of 0.005, and Coefficient Of Variation of 20193.87 to confirm if the risk estimate we provide is consistent with the expected return of 0.004%. The entity has a beta of 0.2, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Tidal Trust's returns are expected to increase less than the market. However, during the bear market, the loss of holding Tidal Trust is expected to be smaller as well.
Auto-correlation | 0.33 |
Below average predictability
Tidal Trust I has below average predictability. Overlapping area represents the amount of predictability between Tidal Trust time series from 5th of September 2025 to 20th of October 2025 and 20th of October 2025 to 4th of December 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Tidal Trust I price movement. The serial correlation of 0.33 indicates that nearly 33.0% of current Tidal Trust price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.33 | |
| Spearman Rank Test | 0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 0.2 |
Tidal Trust I lagged returns against current returns
Autocorrelation, which is Tidal Trust etf's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Tidal Trust's etf expected returns. We can calculate the autocorrelation of Tidal Trust returns to help us make a trade decision. For example, suppose you find that Tidal Trust has exhibited high autocorrelation historically, and you observe that the etf is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Tidal Trust regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Tidal Trust etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tidal Trust etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tidal Trust etf over time.
Current vs Lagged Prices |
| Timeline |
Tidal Trust Lagged Returns
When evaluating Tidal Trust's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tidal Trust etf have on its future price. Tidal Trust autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Tidal Trust autocorrelation shows the relationship between Tidal Trust etf current value and its past values and can show if there is a momentum factor associated with investing in Tidal Trust I.
Regressed Prices |
| Timeline |